Arbitrage risk and market efficiency : the case of treasury bill futures

von Lin, James Wuh
Veröffentlicht in Review of quantitative finance and accounting (1996)

Arbitrage, carrying costs, and inflation : a reexamination of market efficiency in treasury bill futures

von Lin, James Wuh
Veröffentlicht in International review of economics & finance (1996)

Interest rate dynamics and the Black-Scholes call option price

von Lin, James Wuh
Veröffentlicht in Advances in quantitative analysis of finance and accounting (1995)

Cointegration and detectable linear and nonlinear causality : analysis using the London Metal Exchange lead contract

von Chen, An-sing
Veröffentlicht in Applied economics (2004)

A fundamental approach to estimating economies of scale and scope of financial products : the case of mutual funds

von Ang, James S.
Veröffentlicht in Review of quantitative finance and accounting (2001)

The relation between gold and stocks : an analysis of severe bear markets

von Chen, An-sing
Veröffentlicht in Applied economics letters (2014)

Risk aversion, market segmentation, and the firm size effect : some empirical evidence

von Chen, Carl R.
Veröffentlicht in Advances in investment analysis and portfolio management (1998)

Biases and sensitivities of the black-scholes option price

von Lee, Cheng F.
Veröffentlicht in Advances in quantitative analysis of finance and accounting (1996)

The wealth effects of international acquisitions and the impact of the EEC integration

von Lin, James Wuh
Veröffentlicht in Global finance journal (1994)

Ascertaining the effects of employee bonus plan

von Ang, James S.
Veröffentlicht in Applied economics (2005)

Agency costs and ownership structure

von Ang, James S.
Veröffentlicht in Corporate governance and corporate finance (2008)

Agency costs and ownership structure

von Ang, James S.
Veröffentlicht in The journal of finance (2000)